The "Squeeze002" strategy is a trading strategy that utilizes various technical indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
The strategy populates the given DataFrame with several technical indicators such as Simple Moving Average (SMA), Exponential Moving Average (EMA), Triple Exponential Moving Average (TEMA), Moving Average Convergence Divergence (MACD), Money Flow Index (MFI), Average Directional Index (ADX), Directional Movement indicators (DM), Parabolic SAR (SAR), Relative Strength Index (RSI), Fisher Transform of RSI (fisher_rsi), Bollinger Bands (bb_upperband, bb_mid, bb_lowerband), Keltner Channels (kc_upper, kc_lower, kc_middle), Donchian Channels (dc_upper, dc_lower, dc_mid), and others. The strategy calculates the Bollinger Bands gain (bb_gain) and checks for conditions such as ADX value, MACD crossover, and Bollinger Bands gain.
The strategy populates the entry trend of the DataFrame based on the calculated indicators.
It checks conditions such as ADX value, sqz_val not null, MACD value, and Bollinger Bands gain.
The strategy populates the exit trend of the DataFrame based on the calculated indicators. It checks conditions such as sqz_val not null and crossed below 0. It also checks for additional sell triggers based on Fisher RSI and SAR values. Overall, the strategy combines various technical indicators to identify potential buy and sell signals in the market.